All diamagnetic materials (e.g. silver, copper, lead, water) magnetize so as to oppose an applied magnetic field. This gives them a permeability a little less than free space permeability. All other magnetic materials (para, ferro, antiferro, and ferri) become magnetized to add with the applied magnetic field. For this reason, they tend have permeability greater than free space. Para and antiferro tend to have very small permeability, while ferro and ferri can have very high permeability.
I suppose any dielectric must ultimately be magnetic in one of these ways, but the response is so weak, it is easily ignored. You should just consider these "nonmagnetic" and set µr=1.0.
-Tip